Implements the fast iterative shrinkage-thresholding algorithm (FISTA) algorithm to fit a Gamma distribution with an elastic net penalty as described in Chen, Arakvin and Martin (2018) <arXiv:1804.07780>. An implementation for the case of the exponential distribution is also available, with details available in Chen and Martin (2018) <https://papers.ssrn.com/abstract_id=3085672>.
| Version: | 1.1.1 |
| Imports: | Rcpp (≥ 1.0.2), RPEIF |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | R.rsp, testthat, PerformanceAnalytics |
| Published: | 2021-05-13 |
| Author: | Anthony Christidis, Xin Chen, Daniel Hanson |
| Maintainer: | Anthony Christidis <anthony.christidis at stat.ubc.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| SystemRequirements: | C++11 |
| Materials: | README NEWS |
| CRAN checks: | RPEGLMEN results |
| Reference manual: | RPEGLMEN.pdf |
| Vignettes: |
Gamma and Exponential Generalized Linear Models with Elastic Net Penalty |
| Package source: | RPEGLMEN_1.1.1.tar.gz |
| Windows binaries: | r-devel: RPEGLMEN_1.1.1.zip, r-release: RPEGLMEN_1.1.1.zip, r-oldrel: RPEGLMEN_1.1.1.zip |
| macOS binaries: | r-release (arm64): RPEGLMEN_1.1.1.tgz, r-oldrel (arm64): RPEGLMEN_1.1.1.tgz, r-release (x86_64): RPEGLMEN_1.1.1.tgz, r-oldrel (x86_64): RPEGLMEN_1.1.1.tgz |
| Old sources: | RPEGLMEN archive |
| Reverse imports: | RPESE |
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